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PRGTX vs. FELAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRGTX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Technology Fund (PRGTX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

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PRGTX vs. FELAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGTX
T. Rowe Price Global Technology Fund
-2.98%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%
FELAX
Fidelity Advisor Semiconductors Fund Class A
7.43%44.88%43.74%75.08%-35.07%57.50%43.57%63.76%-12.76%34.12%

Returns By Period

In the year-to-date period, PRGTX achieves a -2.98% return, which is significantly lower than FELAX's 7.43% return. Over the past 10 years, PRGTX has underperformed FELAX with an annualized return of 15.61%, while FELAX has yielded a comparatively higher 30.52% annualized return.


PRGTX

1D
4.55%
1M
-6.22%
YTD
-2.98%
6M
-1.87%
1Y
37.61%
3Y*
27.49%
5Y*
3.68%
10Y*
15.61%

FELAX

1D
7.13%
1M
-4.47%
YTD
7.43%
6M
14.34%
1Y
88.29%
3Y*
41.26%
5Y*
28.70%
10Y*
30.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRGTX vs. FELAX - Expense Ratio Comparison

PRGTX has a 0.95% expense ratio, which is lower than FELAX's 1.01% expense ratio.


Return for Risk

PRGTX vs. FELAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRGTX
PRGTX Risk / Return Rank: 8080
Overall Rank
PRGTX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 7373
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 8383
Martin Ratio Rank

FELAX
FELAX Risk / Return Rank: 9595
Overall Rank
FELAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FELAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FELAX Omega Ratio Rank: 8989
Omega Ratio Rank
FELAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FELAX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRGTX vs. FELAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRGTXFELAXDifference

Sharpe ratio

Return per unit of total volatility

1.39

2.25

-0.85

Sortino ratio

Return per unit of downside risk

2.01

2.85

-0.84

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

2.72

5.18

-2.46

Martin ratio

Return relative to average drawdown

8.49

19.59

-11.10

PRGTX vs. FELAX - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 1.39, which is lower than the FELAX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PRGTX and FELAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRGTXFELAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.25

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.76

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.89

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between PRGTX and FELAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRGTX vs. FELAX - Dividend Comparison

PRGTX has not paid dividends to shareholders, while FELAX's dividend yield for the trailing twelve months is around 6.48%.


TTM20252024202320222021202020192018201720162015
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%
FELAX
Fidelity Advisor Semiconductors Fund Class A
6.48%6.96%7.02%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.71%

Drawdowns

PRGTX vs. FELAX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -71.18%, roughly equal to the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for PRGTX and FELAX.


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Drawdown Indicators


PRGTXFELAXDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-71.33%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-17.10%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-65.29%

-46.15%

-19.14%

Max Drawdown (10Y)

Largest decline over 10 years

-65.29%

-46.15%

-19.14%

Current Drawdown

Current decline from peak

-9.10%

-8.57%

-0.53%

Average Drawdown

Average peak-to-trough decline

-21.68%

-22.02%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

4.52%

-0.05%

Volatility

PRGTX vs. FELAX - Volatility Comparison

The current volatility for T. Rowe Price Global Technology Fund (PRGTX) is 10.21%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 12.79%. This indicates that PRGTX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGTXFELAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.21%

12.79%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.23%

25.67%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

28.07%

40.20%

-12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.79%

38.07%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

34.41%

-6.21%